TG57 - 1¾% Treasury Gilt 2057
Performance Attribution
All figures displayed assume a T+1 settlement date.
| Start Dirty Price: | mark-to-market | £47.702 | Carry: | £0.193 |
|---|---|---|---|---|
| mark-to-model | £47.628 | Rolldown: | £-0.008 | |
| End Dirty Price: | mark-to-market | £47.244 | Variation: | £-0.715 |
| mark-to-model | £47.118 | Unexplained: | £0.073 |